+32.1%
SNOW vs CCL
+46.4%
-14.3%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.3% | +0.8% | -0.1% |
| 7D | +4.9% | -0.1% | +5.0% | +4.8% |
| 30D | +1.5% | -20.0% | +21.5% | +8.7% |
| 3M | +39.5% | -13.7% | +53.2% | +44.9% |
| 6M | +85.9% | -9.0% | +94.9% | +86.5% |
| YTD | +52.9% | -22.8% | +75.8% | +60.9% |
| 1Y | +48.1% | -25.3% | +73.4% | +56.1% |
| 3Y | +102.2% | +54.1% | +48.1% | +60.3% |
| 5Y | +5.5% | +3.5% | +2.0% | -18.2% |
| All | +32.1% | +46.4% | -14.3% | +13.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CCL.
Daily Out/Under-Performance
Portfolio return minus CCL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CCL return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded CCL wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling